+223.8%
CAT vs NVTS
-31.6%
+255.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.0% |
| 7D | +9.3% | +21.6% | -12.3% | +7.7% |
| 30D | -21.5% | -8.5% | -13.0% | -21.2% |
| 3M | -29.1% | -31.4% | +2.3% | -27.4% |
| 6M | -33.4% | -50.3% | +17.0% | -30.9% |
| YTD | +6.6% | +33.9% | -27.3% | +2.3% |
| 1Y | +6.5% | +10.6% | -4.1% | +3.3% |
| 3Y | +162.7% | +52.7% | +110.0% | +135.7% |
| 5Y | +214.2% | -48.5% | +262.7% | +171.6% |
| All | +223.8% | -31.6% | +255.4% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling